When can we expect the market “bars” data to come through accurately?
I’ve had all sorts of problems recently - from symbols only showing one day worth of bars when Im requesting many days (looping through multiple symbols and some are pulling more than just a day) so I know the issue is Alpaca.
Overall really not impressed with their v2 data that they are making us pay for.
Can we get any sort of communication on what the team is working on? Where the known errors are? and any sort of timeline?
For the fee that is being charged we should atleast know what is working and what isnt…
do you still use polygon with the alpaca API? I tried to keep polygon enabled but it wouldnt let me interact with the alpaca API at all anymore. So RN im stuck using their BS new API which isnt even supported in their official node sdk.
No, unfortunately alpacas polygon endpoints no longer work. I just use polygon’s direct Rest and websocket API’s to get market data, then use alpaca for everything else (ordering, account information,…etc)
If you get a paid account monthly do you know if you can you cancel at any time? I was going to try it but would rather pay for Polygon instead if its not working and not be commited for a year if Alpaca data isnt working.
Be sure to utilize the polygon env variable. I had some trouble too when they cut the polygon tether until I found in the API the polygon env variable:
I ended up doing the same. Got the 199 USD polygon package and only use alpaca for order execution now. Pretty sad but thats the only reliable way of dealing with their service rn.
Very much the same. Had to resort to polygon.io subscription as well to get complete data.
Rant time…
The polygon break was executed exceedingly poorly in my opinion – deploying a dataset which is incredibly incomplete for anything going back more than a couple of months.
Not to mention the lack of outside of market hours data availability.
All of this would be excusable if there were more transparency when these issues were raised. As it is, nobody seems to check these forums unless it’s a highly subscribed issue; and even then the Slack channel is the only way to get reasonable answers.
Alpaca, we want to love you, but please do better in communicating directly things such as, “data is not consistent outside of market hours,” or “data backfill will be completed by X date.”
There is already a lot of standing good will towards you and your service, but for a service targeted towards quant geeks (read: to get any useful benefit you must code) there is something lacking.
Even worse today, can the alpaca engineer team take a look at the data delay? The bar data delays 20 seconds more today.
For example, at the beginning of a minute, when we call get_bar(…), we should get the bar data of the previous minute, so the close price will be a few seconds ago. But recently, the delay is higher and higher, for today, I only can get the previous minute’s data after 20+ seconds of the new minute.
This is another big issue for v2 data, please have a look, thanks.
Im just calling the regular API every minute for 1 min bars but I notice a lot of the data can sometimes to hours old! Im using V2 on a paid account. Is the websocket more up to date? Im checking thousands of stocks every minute. I may go Polygon also if the data will always be that old.